You should reread the article on the SB review that one of the previous posters linked.
The non-K chips allow for changing of the multiplier, but you are capped at certain values, in this case for the i5-2500, you are capped at 400mhz above the base multiplier. In non-K chips, the BCLK is now tied to the entire system. The main probably is the PCI-E subsystem, which does not operate outside of a narrow frequency band, and is why you should not touch the BCLK on the non-K SB chips. The difference between the K and non-K chips is that with the K chips, you are able to independently set the frequencies, so that when you adjust your BCLK you don't affect the PCI-E clock as well.
To answer the OP's question, you might have to turn off the Turbo Boost feature in order to keep your 4.1ghz OC.